Message exchange threads such as chat, email exchanges, text messaging, and so forth may contain information that may be sensitive (e.g., confidential) to one or more of the participants. A participant in the message exchange thread may desire that at least some content of the message exchange thread not be retained (e.g., in a log) or at least available in its original, sensitive form. Many internet applications enable a user to transition the application into a private state (e.g., “Off the Record,” “Incognito mode,” “InPrivate,” etc.) if the user will be engaging in activity that the user deems to be sensitive. However, in most cases—particularly with message exchange clients such as chat clients, text messaging clients, email clients, etc.—this transition must be initiated by the user manually. Moreover, the user also must transition the application out of the private state; it typically does not occur automatically, especially in message exchange clients. Consequently, information that a user would otherwise prefer remain confidential or not retained at all may be accidently persisted or stored (e.g., in a message exchange log, as a transcript of a message exchange thread, etc.) because the user forgot to transition the application to the private state. This persisted information may potentially be exposed to unauthorized parties. Likewise, if a user forgets to transition an application such as a chat client out of a private state, the user may accidently lose content that the user would otherwise prefer to retain.